+253.9%
XLI vs NSC
+332.1%
-78.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.6% |
| 7D | -1.7% | -2.8% | +1.1% | -0.1% |
| 30D | -7.3% | -4.5% | -2.8% | -5.0% |
| 3M | -1.3% | +3.5% | -4.9% | -3.6% |
| 6M | +2.2% | +8.5% | -6.3% | -3.0% |
| YTD | +11.7% | +12.3% | -0.6% | +3.9% |
| 1Y | +14.3% | +18.9% | -4.7% | +2.8% |
| 3Y | +70.3% | +74.1% | -3.8% | +19.4% |
| 5Y | +82.3% | +43.9% | +38.4% | +39.9% |
| All | +253.9% | +332.1% | -78.2% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NSC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling